Nonnegative matrix decomposition

Given a matrix M, the problem seeks nonnegative matrices X and Y such that XY =M or XYapprox M.

The model is

 mathop{mathrm{minimize}}_{Xge 0,Yge 0} ~frac{1}{2}|XY - M|_F^2.


The algorithm is described in Algorithm 2 of this report.

Matlab code of BCU with prox-linear update and extrapolation